+222.7%
VT vs HUM
+150.3%
+72.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | +2.9% | +7.7% | -4.9% | +1.5% |
| 30D | -2.5% | +5.8% | -8.3% | -3.5% |
| 3M | -3.3% | +14.3% | -17.7% | -5.8% |
| 6M | +1.5% | +50.9% | -49.4% | -6.2% |
| YTD | +11.4% | +74.9% | -63.5% | -1.0% |
| 1Y | +11.9% | +86.9% | -75.0% | -2.0% |
| 3Y | +73.9% | -6.7% | +80.5% | +72.8% |
| 5Y | +57.9% | +4.8% | +53.1% | +47.3% |
| All | +222.7% | +150.3% | +72.4% | +152.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling